+576.8%
ASTS vs KMI
+135.0%
+441.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.8% | +4.3% | +5.6% |
| 7D | +18.5% | -0.4% | +18.9% | +18.6% |
| 30D | -8.1% | +3.7% | -11.8% | -9.1% |
| 3M | -28.2% | +3.2% | -31.3% | -29.5% |
| 6M | -26.1% | -3.0% | -23.1% | -26.1% |
| YTD | -9.0% | +19.7% | -28.6% | -14.3% |
| 1Y | +62.2% | +25.6% | +36.6% | +50.3% |
| 3Y | +1,621.9% | +120.2% | +1,501.7% | +1,305.5% |
| 5Y | +457.0% | +160.5% | +296.6% | +352.5% |
| All | +576.8% | +135.0% | +441.8% | +456.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling